The Mirror reports that Astori was on the shopping list before Dejan Lovren joined the Saints in January.
The 26-year-old has also been strongly linked with the likes of AC Milan and Everton.
The £10million-rated defender played for Italy in the Confederations Cup in Brazil last summer.
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Who of Europe’s top strikers will move to England this summer?
After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.